"Market Liquidity, Asset Prices and Welfare."

Huang, Jennifer and Jiang Wang. Journal of Financial Economics Vol. 95, No. 1 (2010): 107-127.

"Stock Market Trading Volume."

Lo, Andrew W. and Jiang Wang. In Handbook of Financial Econometrics, Volume 2, 242-341. Atlanta, GA: Elsevier Science, 2009.

"Liquidity and Market Crashes."

Huang, Jennifer and Jiang Wang. Review of Financial Studies Vol. 22, No. 7 (2009): 2607-2643.

"Firms as Buyers of Last Resort."

Hong, Harrison, Jiang Wang and Jialin Yu. Journal of Financial Economics Vol. 88, No. 1 (2008): 117-145.

"Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model."

Lo, Andrew W. and Jiang Wang. Journal of Finance Vol. 61, No. 6 (2006): 2805-2840.

"The Price Impact and Survival of Irrational Traders."

Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. Journal of Finance Vol. 61, No. 1 (2006): 195-229.